Welcome Innova Team
Please use the tabs above to navigate the different sections. Below are some relevant weekly updates as of May 09, 2025 in macro/markets:
Valuation Opportunities
| Metric | Europe Real Estate |
|---|---|
| Valuation Composite | -0.656 |
| Valuation Composite 1Y Change | 0.546 |
| # Cheap Flags | 3 |
| Appears In | Forward PE, Price to Book, Price to Sales |
As of May 09, 2025 the Macroeconomic Regime is in: Slowdown (threshold = 60%)
Top News of the Week
- Europe stocks set to rise as investors look ahead to U.S.-China trade talks in Switzerland
- The aluminum sector isn't moving to the U.S. despite tariffs — for one key reason
- U.S. tariff pressure has retailers evaluating their prices
- Chinese chipmaker SMIC shares drop nearly 7% following earnings miss
- China's shipments to U.S. plunge 21% in April while overall exports surge
- Wall Street cheered U.S.-UK trade deal — London market, not really
- Friday’s big stock stories: What’s likely to move the market in the next session
- Texas Roadhouse's momentum in April blunts inflation risk nipping at its heels
- Asia-Pacific stocks trade mixed as investors parse China trade data
- Stock futures are flat following rally on U.S.-UK trade deal framework
- Coinbase shares fall after first-quarter revenue misses Wall Street estimates
- US-UK trade deal impact, from Ford to Rolls, steel to beef, limited: Freight CEO
📰 Top Finance & Macro Headlines as of May 09, 2025:
Assets Below (-1) Std
Valuation Composite
No assets 1std under
CAPE
| CAPE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Utilities | -1.70 | -0.38 | -0.18 | May-2005 | Sector |
| US Real Estate | -1.60 | -0.07 | 0.13 | Sep-2016 | Sector |
| Korea | -1.18 | -0.01 | -1.05 | May-1997 | Regional |
| Europe Consumer Staples | -1.11 | 0.12 | 0.00 | Feb-2006 | Sector |
| Japan Consumer Staples | -1.04 | 0.08 | -0.17 | Jul-2005 | Sector |
EV/Trailing EBITDA
| EV/Trailing EBITDA | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Real Estate | -1.44 | 0.13 | -2.14 | Sep-2016 | Sector |
| Europe Energy | -1.11 | -0.21 | -0.24 | Mar-2000 | Sector |
| Australia | -1.07 | -0.03 | -0.58 | Apr-2000 | Regional |
| Europe | -1.03 | -0.05 | 0.25 | Dec-2001 | Regional |
| Australia Consumer Staples | -1.02 | 0.19 | -0.84 | Sep-2005 | Sector |
| Australia Material | -1.01 | 0.02 | -0.66 | Sep-2005 | Sector |
Forward PE
| Forward PE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Europe Real Estate | -1.48 | 0.04 | -0.13 | Feb-2006 | Sector |
| Japan Real Estate | -1.42 | -0.23 | -1.33 | Sep-2016 | Sector |
| Japan Healthcare | -1.28 | -0.09 | -0.97 | May-2005 | Sector |
| Korea | -1.03 | -0.03 | -0.93 | May-1997 | Regional |
| Australia Energy | -1.00 | -0.01 | -0.06 | Feb-2006 | Sector |
Price to Book
| Price to Book | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Europe Real Estate | -1.23 | 0.00 | 0.02 | Feb-2006 | Sector |
| Australia Energy | -1.20 | -0.01 | -0.39 | Feb-2006 | Sector |
| Japan Utilities | -1.17 | 0.05 | -0.37 | May-2005 | Sector |
| Europe Energy | -1.14 | -0.26 | -0.73 | Mar-2000 | Sector |
Price to Sales
| Price to Sales | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Australia Energy | -1.61 | -0.14 | -0.64 | Feb-2006 | Sector |
| Australia Utilities | -1.34 | 0.04 | -0.08 | Feb-2006 | Sector |
| Australia Consumer Staples | -1.23 | 0.30 | -0.11 | Sep-2005 | Sector |
| Europe Real Estate | -1.19 | 0.07 | -0.07 | Feb-2006 | Sector |
| Low Volatility | -1.09 | 0.05 | 0.41 | Nov-2012 | Factor |
| Japan Real Estate | -1.07 | 0.24 | -2.74 | Sep-2016 | Sector |
Assets Above (1) Std
Valuation Composite
| Valuation Composite | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| US Info Tech | 1.16 | -0.21 | -0.28 | May-1997 | Sector |
| US Consumer Discret | 1.17 | 0.01 | -0.02 | May-1997 | Sector |
| World | 1.18 | 0.03 | 0.37 | May-1997 | Regional |
| US Utilities | 1.19 | -0.01 | 0.61 | May-1997 | Sector |
| Australia Communication Serv | 1.20 | 0.28 | 0.66 | Sep-2005 | Sector |
| US Communication Serv | 1.20 | -0.08 | 0.04 | May-1997 | Sector |
| US Consumer Staples | 1.23 | 0.06 | 0.70 | May-1997 | Sector |
| Europe Industrials | 1.29 | 0.01 | 0.08 | May-1997 | Sector |
| US | 1.35 | -0.02 | 0.17 | May-1997 | Regional |
| Australia Info Tech | 1.47 | -0.01 | -1.24 | Sep-2005 | Sector |
| Large | 1.49 | 0.03 | 0.39 | Feb-2009 | Factor |
| US Industrials | 1.55 | 0.03 | 0.21 | May-1997 | Sector |
| Australia Consumer Discret | 1.56 | 0.21 | 0.85 | May-2003 | Sector |
| Growth | 1.63 | 0.11 | 0.38 | May-1997 | Factor |
CAPE
| CAPE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| US Consumer Staples | 1.05 | 0.07 | 0.39 | May-1997 | Sector |
| US | 1.13 | -0.05 | 0.12 | May-1997 | Regional |
| Europe Industrials | 1.16 | 0.01 | 0.09 | May-1997 | Sector |
| Australia Industrials | 1.25 | 0.11 | 0.33 | Sep-2005 | Sector |
| Growth | 1.28 | 0.03 | 0.27 | May-1997 | Factor |
| US Communication Serv | 1.30 | 0.02 | 0.06 | May-1997 | Sector |
| Australia Communication Serv | 1.46 | 0.31 | 1.13 | Sep-2005 | Sector |
| Large | 1.48 | -0.06 | 0.20 | Feb-2009 | Factor |
| US Consumer Discret | 1.68 | -0.02 | -0.01 | May-1997 | Sector |
| Australia Consumer Discret | 1.77 | 0.20 | 0.48 | May-2003 | Sector |
EV/Trailing EBITDA
| EV/Trailing EBITDA | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| EM | 1.01 | 0.07 | 0.26 | May-1997 | Regional |
| World | 1.05 | 0.06 | 0.65 | May-1997 | Regional |
| Japan Communication Serv | 1.05 | 0.15 | -0.21 | May-2005 | Sector |
| Quality | 1.05 | 0.03 | -0.24 | Mar-2013 | Factor |
| Australia Info Tech | 1.10 | -0.02 | -1.33 | Sep-2005 | Sector |
| Japan Consumer Staples | 1.13 | 0.55 | 0.17 | Jul-2005 | Sector |
| US Communication Serv | 1.15 | -0.28 | -0.20 | May-1997 | Sector |
| China | 1.15 | -0.18 | 0.41 | May-1997 | Regional |
| Europe Industrials | 1.19 | -0.03 | -0.00 | May-1997 | Sector |
| US Utilities | 1.28 | 0.00 | 0.25 | May-1997 | Sector |
| Large | 1.28 | 0.05 | 0.69 | Feb-2009 | Factor |
| US | 1.29 | -0.05 | 0.15 | May-1997 | Regional |
| US Info Tech | 1.32 | -0.13 | -0.28 | May-1997 | Sector |
| Japan Info Tech | 1.33 | 0.03 | -1.04 | May-2005 | Sector |
| US Industrials | 1.46 | 0.01 | -0.05 | May-1997 | Sector |
| Europe Real Estate | 1.59 | 0.16 | N/A | Feb-2006 | Sector |
| Growth | 1.69 | 0.16 | 0.32 | May-1997 | Factor |
| Australia Communication Serv | 1.98 | 0.27 | 0.77 | Sep-2005 | Sector |
| US Consumer Staples | 2.01 | 0.03 | 0.92 | May-1997 | Sector |
Forward PE
| Forward PE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| US Consumer Staples | 1.20 | 0.09 | 1.02 | May-1997 | Sector |
| Australia Communication Serv | 1.30 | 0.26 | 0.11 | Sep-2005 | Sector |
| Australia Financials | 1.32 | 0.44 | 0.81 | Nov-2005 | Sector |
| Australia Info Tech | 1.62 | 0.16 | -2.32 | Sep-2005 | Sector |
| Japan Communication Serv | 1.67 | 0.35 | 1.10 | May-2005 | Sector |
| Australia Consumer Discret | 1.94 | 0.29 | 1.58 | May-2003 | Sector |
| Banks | 1.94 | 0.55 | 0.96 | May-2003 | Aussie |
Price to Book
| Price to Book | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Australia Consumer Staples | 1.01 | 0.21 | 0.00 | Sep-2005 | Sector |
| Australia Financials | 1.03 | 0.36 | 1.18 | Nov-2005 | Sector |
| US Consumer Staples | 1.07 | 0.05 | 0.62 | May-1997 | Sector |
| Australia Industrials | 1.11 | 0.10 | 0.51 | Sep-2005 | Sector |
| Enhanced Value | 1.12 | 0.03 | 0.61 | Jan-2015 | Factor |
| Value | 1.13 | -0.11 | 0.46 | May-1997 | Factor |
| Australia Real Estate | 1.14 | 0.38 | 0.71 | Feb-2006 | Sector |
| Quality | 1.20 | 0.03 | 0.06 | Mar-2013 | Factor |
| Low Volatility | 1.23 | 0.08 | 1.13 | Nov-2012 | Factor |
| US Utilities | 1.26 | 0.00 | 0.88 | May-1997 | Sector |
| US Consumer Discret | 1.29 | -0.01 | -0.30 | May-1997 | Sector |
| Europe Industrials | 1.41 | -0.02 | -0.11 | May-1997 | Sector |
| US Communication Serv | 1.64 | -0.10 | 0.20 | May-1997 | Sector |
| World | 1.67 | 0.04 | 0.47 | May-1997 | Regional |
| US Info Tech | 1.69 | -0.12 | 0.03 | May-1997 | Sector |
| US | 1.69 | -0.04 | 0.19 | May-1997 | Regional |
| Large | 2.02 | 0.03 | 0.45 | Feb-2009 | Factor |
| Growth | 2.02 | 0.14 | 0.49 | May-1997 | Factor |
| US Industrials | 2.03 | 0.01 | -0.10 | May-1997 | Sector |
| Australia Consumer Discret | 2.90 | 0.25 | 1.07 | May-2003 | Sector |
Price to Sales
| Price to Sales | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Enhanced Value | 1.09 | 0.02 | 0.45 | Jan-2015 | Factor |
| Japan Consumer Discret | 1.17 | 0.10 | -0.64 | May-2005 | Sector |
| Europe | 1.17 | -0.09 | 0.16 | Dec-2001 | Regional |
| Australia Real Estate | 1.19 | 0.36 | -0.11 | Feb-2006 | Sector |
| Europe Info Tech | 1.25 | -0.03 | -0.14 | Feb-2006 | Sector |
| Quality | 1.35 | 0.03 | 0.26 | Mar-2013 | Factor |
| Australia Communication Serv | 1.36 | 0.34 | 0.68 | Sep-2005 | Sector |
| Japan | 1.39 | -0.06 | -0.63 | Sep-2000 | Regional |
| US Material | 1.53 | -0.11 | -0.16 | May-1997 | Sector |
| Value | 1.63 | -0.12 | 0.38 | May-1997 | Factor |
| Large | 1.69 | 0.03 | 0.45 | Feb-2009 | Factor |
| US Financials | 1.70 | -0.15 | 0.77 | May-1997 | Sector |
| Japan Communication Serv | 1.78 | 0.32 | 0.54 | May-2005 | Sector |
| Japan Industrials | 1.80 | 0.10 | -0.33 | May-2005 | Sector |
| US Utilities | 1.80 | 0.00 | 0.66 | May-1997 | Sector |
| US Communication Serv | 1.81 | -0.03 | 0.25 | May-1997 | Sector |
| US Consumer Discret | 1.86 | -0.01 | 0.24 | May-1997 | Sector |
| Japan Info Tech | 1.94 | 0.03 | -0.82 | May-2005 | Sector |
| US | 1.95 | -0.04 | 0.28 | May-1997 | Regional |
| World ex US | 2.10 | 0.27 | 0.97 | May-1997 | Regional |
| World | 2.11 | 0.03 | 0.53 | May-1997 | Regional |
| US Info Tech | 2.13 | -0.07 | -0.07 | May-1997 | Sector |
| Australia Info Tech | 2.20 | 0.08 | 0.38 | Sep-2005 | Sector |
| Europe Industrials | 2.29 | -0.03 | 0.29 | May-1997 | Sector |
| US Industrials | 2.38 | 0.01 | 0.52 | May-1997 | Sector |
| Growth | 2.57 | 0.13 | 0.90 | May-1997 | Factor |
Current Valuations
| Region | Forward PE | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|
| ('Apr-2025', 'ASX 200') | 17.89 | 18.27 | 2.29 | 1.99 | 0.43 |
| ('Apr-2025', 'Banks') | 17.92 | 17.38 | 2.06 | 2.58 | 0.84 |
| ('Apr-2025', 'Equal Weight') | 19.25 | 18.81 | 1.95 | 1.58 | 0.08 |
| ('Apr-2025', 'Materials') | 12.23 | 14.77 | 2.06 | 1.98 | -0.51 |
| ('Apr-2025', 'Resources') | 12.19 | 14.14 | 1.68 | 1.72 | -0.72 |
Valuations 1 Month Ago
| Region | Forward PE | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|
| ('Mar-2025', 'ASX 200') | 17.03 | 17.42 | 2.21 | 1.92 | 0.17 |
| ('Mar-2025', 'Banks') | 16.70 | 16.22 | 1.93 | 2.42 | 0.47 |
| ('Mar-2025', 'Equal Weight') | 17.92 | 18.10 | 1.89 | 1.53 | -0.20 |
| ('Mar-2025', 'Materials') | 12.05 | 14.26 | 2.05 | 1.97 | -0.54 |
| ('Mar-2025', 'Resources') | 11.84 | 13.75 | 1.65 | 1.69 | -0.77 |
Please select a valuation metric from the dropdown above
Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Aussie Smalls') | 16.60 | 11.96 | 18.80 | 1.81 | 1.67 | -0.08 |
| ('Apr-2025', 'Australia') | 17.89 | 11.59 | 18.27 | 2.29 | 1.99 | 0.16 |
| ('Apr-2025', 'China') | 11.14 | 12.14 | 15.56 | 1.49 | 1.27 | -0.14 |
| ('Apr-2025', 'EM') | 12.48 | 9.83 | 18.50 | 1.82 | 1.45 | 0.37 |
| ('Apr-2025', 'Europe') | 14.57 | 10.44 | 20.88 | 2.03 | 1.38 | 0.23 |
| ('Apr-2025', 'Japan') | 18.48 | 9.62 | 27.16 | 1.86 | 1.39 | 0.23 |
| ('Apr-2025', 'Korea') | 8.58 | 6.23 | 12.33 | 0.97 | 0.76 | -0.64 |
| ('Apr-2025', 'UK') | 12.73 | 8.34 | 18.74 | 1.92 | 1.22 | -0.01 |
| ('Apr-2025', 'US') | 21.16 | 14.98 | 31.43 | 4.79 | 2.84 | 1.35 |
| ('Apr-2025', 'US Equal Weight') | 17.41 | 13.63 | 20.54 | 2.94 | 1.52 | 0.29 |
| ('Apr-2025', 'World') | 19.10 | 13.61 | 27.59 | 3.47 | 2.30 | 1.18 |
| ('Apr-2025', 'World ex US') | 15.16 | 10.33 | 20.94 | 2.06 | 1.56 | 0.27 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Mar-2025', 'Aussie Smalls') | 16.68 | 11.97 | 18.15 | 1.77 | 1.64 | -0.14 |
| ('Mar-2025', 'Australia') | 17.03 | 11.65 | 17.42 | 2.21 | 1.92 | -0.05 |
| ('Mar-2025', 'China') | 11.50 | 12.73 | 16.32 | 1.56 | 1.33 | -0.02 |
| ('Mar-2025', 'EM') | 12.38 | 9.71 | 18.74 | 1.80 | 1.43 | 0.34 |
| ('Mar-2025', 'Europe') | 14.17 | 10.52 | 20.96 | 2.06 | 1.40 | 0.26 |
| ('Mar-2025', 'Japan') | 18.13 | 9.92 | 28.09 | 1.84 | 1.41 | 0.28 |
| ('Mar-2025', 'Korea') | 8.64 | 6.23 | 12.36 | 0.90 | 0.75 | -0.69 |
| ('Mar-2025', 'UK') | 12.32 | 8.41 | 18.70 | 1.93 | 1.23 | -0.01 |
| ('Mar-2025', 'US') | 20.91 | 15.10 | 31.76 | 4.82 | 2.86 | 1.38 |
| ('Mar-2025', 'US Equal Weight') | 17.39 | 13.92 | 21.08 | 3.01 | 1.56 | 0.40 |
| ('Mar-2025', 'World') | 18.81 | 13.53 | 27.93 | 3.45 | 2.29 | 1.15 |
| ('Mar-2025', 'World ex US') | 14.71 | 9.98 | 21.03 | 1.98 | 1.50 | 0.12 |
Please select a valuation metric from the dropdown above
Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Enhanced Value') | 10.81 | 7.14 | 12.87 | 1.26 | 0.82 | 0.31 |
| ('Apr-2025', 'Growth') | 26.14 | 20.61 | 51.80 | 7.57 | 4.79 | 1.63 |
| ('Apr-2025', 'Large') | 19.53 | 13.86 | 29.32 | 3.82 | 2.52 | 1.48 |
| ('Apr-2025', 'Low Volatility') | 18.34 | 12.43 | 24.46 | 3.22 | 1.68 | 0.10 |
| ('Apr-2025', 'Quality') | 21.89 | 17.58 | 35.54 | 7.91 | 4.18 | 0.94 |
| ('Apr-2025', 'Small') | 14.77 | 11.50 | 16.70 | 1.77 | 1.08 | -0.31 |
| ('Apr-2025', 'Value') | 14.96 | 9.95 | 18.91 | 2.24 | 1.50 | 0.48 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Mar-2025', 'Enhanced Value') | 10.63 | 7.12 | 13.20 | 1.26 | 0.82 | 0.32 |
| ('Mar-2025', 'Growth') | 25.40 | 20.02 | 51.49 | 7.35 | 4.66 | 1.51 |
| ('Mar-2025', 'Large') | 19.25 | 13.79 | 29.67 | 3.80 | 2.51 | 1.46 |
| ('Mar-2025', 'Low Volatility') | 18.16 | 12.38 | 24.70 | 3.19 | 1.66 | 0.06 |
| ('Mar-2025', 'Quality') | 21.64 | 17.49 | 35.81 | 7.87 | 4.16 | 0.92 |
| ('Mar-2025', 'Small') | 15.98 | 11.48 | 17.02 | 1.71 | 1.07 | -0.32 |
| ('Mar-2025', 'Value') | 15.00 | 10.09 | 19.52 | 2.28 | 1.53 | 0.58 |
Please select a valuation metric from the dropdown above
Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Communication Serv') | 17.97 | 11.95 | 28.64 | 4.40 | 3.72 | 1.20 |
| ('Apr-2025', 'Consumer Discret') | 24.72 | 14.86 | 45.89 | 8.42 | 2.42 | 1.17 |
| ('Apr-2025', 'Consumer Staples') | 22.53 | 17.78 | 24.43 | 7.10 | 1.58 | 1.23 |
| ('Apr-2025', 'Energy') | 15.05 | 7.52 | 17.68 | 1.90 | 1.20 | -0.30 |
| ('Apr-2025', 'Financials') | 16.77 | 7.93 | 23.98 | 2.36 | 2.58 | 0.80 |
| ('Apr-2025', 'Healthcare') | 17.62 | 17.34 | 24.71 | 4.86 | 1.56 | -0.07 |
| ('Apr-2025', 'Industrials') | 23.25 | 16.24 | 28.82 | 6.12 | 2.54 | 1.55 |
| ('Apr-2025', 'Info Tech') | 26.04 | 23.47 | 51.97 | 11.00 | 7.87 | 1.16 |
| ('Apr-2025', 'Material') | 21.01 | 12.45 | 22.44 | 2.81 | 2.12 | 0.69 |
| ('Apr-2025', 'Real Estate') | 38.46 | 21.77 | 44.94 | 3.10 | 6.52 | -0.59 |
| ('Apr-2025', 'Utilities') | 17.97 | 12.87 | 19.17 | 2.28 | 2.79 | 1.19 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Mar-2025', 'Communication Serv') | 18.10 | 12.80 | 28.47 | 4.50 | 3.75 | 1.28 |
| ('Mar-2025', 'Consumer Discret') | 23.85 | 14.94 | 46.08 | 8.45 | 2.43 | 1.16 |
| ('Mar-2025', 'Consumer Staples') | 22.27 | 17.71 | 24.16 | 7.03 | 1.56 | 1.17 |
| ('Mar-2025', 'Energy') | 15.46 | 8.53 | 20.52 | 2.20 | 1.40 | 0.05 |
| ('Mar-2025', 'Financials') | 16.96 | 8.10 | 24.52 | 2.42 | 2.64 | 0.89 |
| ('Mar-2025', 'Healthcare') | 17.91 | 17.95 | 25.67 | 5.06 | 1.62 | 0.02 |
| ('Mar-2025', 'Industrials') | 22.40 | 16.22 | 29.02 | 6.11 | 2.54 | 1.51 |
| ('Mar-2025', 'Info Tech') | 33.55 | 24.24 | 51.52 | 11.34 | 7.99 | 1.37 |
| ('Mar-2025', 'Material') | 21.11 | 12.69 | 22.93 | 2.88 | 2.17 | 0.79 |
| ('Mar-2025', 'Real Estate') | 38.45 | 21.86 | 45.55 | 3.15 | 6.67 | -0.51 |
| ('Mar-2025', 'Utilities') | 18.00 | 12.86 | 19.27 | 2.28 | 2.79 | 1.20 |
Please select a valuation metric from the dropdown above
Please select a valuation metric from the dropdown above
Please select a valuation metric from the dropdown above
Please select a valuation metric from the dropdown above
Cross-Sectional Gap Table
Global Value / Growth
Small / Large
EM / DM
Intl ex US / US
S&P Equal / S&P 500
Valuation Data Downloads
Regional Valuations
⬇️ Download CSV
Factor Valuations
⬇️ Download CSV
Aussie Valuations
⬇️ Download CSV
Sector Valuations – US
⬇️ Download CSV
Sector Valuations – AU
⬇️ Download CSV
Sector Valuations – JP
⬇️ Download CSV
Sector Valuations – EU
⬇️ Download CSV
Yield Curve & Credit Spread Downloads
Global Yield Curves
⬇️ Download CSVGlobal Yield Curves (AUD Hedged)
⬇️ Download CSVAusbond Composite 0+Yr Spread Spread History
⬇️ Download CSVAusbond Credit 0+Yr Spread Spread History
⬇️ Download CSVAusbond Credit FRN 0+Yr Spread Spread History
⬇️ Download CSVUS Agg Corporate OAS Spread Spread History
⬇️ Download CSVUS Agg Credit OAS Spread Spread History
⬇️ Download CSVInflation Linked Bonds (TIPS)
⬇️ Download CSV
Current Macro Regime
As of latest data: Slowdown (threshold = 60%)
Recession Probability
Based on macro indicators using a logit model and a recession probability threshold of 70%.
Macro Recession Indicators – Key Charts
{'ASX200': '
\n
', 'S&P 500': ' \n
', 'Nikkei 225': ' \n
', 'MSCI Europe': ' \n
', 'MSCI EM': ' \n
', 'FTSE 100': ' \n
', 'Shanghai Composite': ' \n
', 'KOSPI Index': ' \n
', 'Nasdaq Comp': ' \n
', 'S&P 500 Equal Weight': ' \n
', 'MSCI ACWI': ' \n
'}